[{"date_updated":"2018-07-24T13:01:38Z","_id":"2698781","publisher":"Center for Mathematical Economics","intvolume":" 525","author":[{"full_name":"Staudigl, Mathias","id":"26057873","last_name":"Staudigl","first_name":"Mathias"},{"first_name":"Jan-Henrik","last_name":"Steg","id":"182054","full_name":"Steg, Jan-Henrik"}],"publication_identifier":{"issn":["0931-6558"]},"ddc":["330"],"type":"working_paper","has_accepted_license":"1","citation":{"mla":"Staudigl, Mathias, and Steg, Jan-Henrik. *On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time*. Bielefeld: Center for Mathematical Economics, 2014. Center for Mathematical Economics Working Papers. 525.","dgps":"Staudigl, M. & Steg, J.-H. (2014). *On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time* (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.

","frontiers":"Staudigl, M., and Steg, J. - H. (2014). On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time. *Center for Mathematical Economics Working Papers*, 525, Bielefeld: Center for Mathematical Economics.","harvard1":"Staudigl, M., & Steg, J.-H., 2014. *On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time*, Center for Mathematical Economics Working Papers, no.525, Bielefeld: Center for Mathematical Economics.","apa_indent":"Staudigl, M., & Steg, J. - H. (2014). *On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time* (Center for Mathematical Economics Working Papers, 525). Bielefeld: Center for Mathematical Economics.

","chicago":"Staudigl, Mathias, and Steg, Jan-Henrik. 2014. *On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time*. Vol. 525. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.

","default":"Staudigl M, Steg J-H (2014) Center for Mathematical Economics Working Papers; 525.

Bielefeld: Center for Mathematical Economics.","apa":"Staudigl, M., & Steg, J. - H. (2014). *On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time* (Center for Mathematical Economics Working Papers, 525). Bielefeld: Center for Mathematical Economics.","ieee":" M. Staudigl and J.-H. Steg, *On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time*, Center for Mathematical Economics Working Papers, vol. 525, Bielefeld: Center for Mathematical Economics, 2014.","bio1":"Staudigl M, Steg J-H (2014)

*On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time*. Center for Mathematical Economics Working Papers; 525.

Bielefeld: Center for Mathematical Economics.","wels":"Staudigl, M.; Steg, J. - H. (2014): On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time. Bielefeld: Center for Mathematical Economics.","lncs":" Staudigl, M., Steg, J.-H.: On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time. Center for Mathematical Economics Working Papers, 525. Center for Mathematical Economics, Bielefeld (2014).","ama":"Staudigl M, Steg J-H. *On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time*. Center for Mathematical Economics Working Papers. Vol 525. Bielefeld: Center for Mathematical Economics; 2014.","angewandte-chemie":"M. Staudigl, and J. - H. Steg, *On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time*, Center For Mathematical Economics, Bielefeld, **2014**."},"date_created":"2014-10-07T12:14:58Z","department":[{"_id":"10053"}],"series_title":"Center for Mathematical Economics Working Papers","title":"On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time","file_date_updated":"2019-09-06T09:18:27Z","oa":1,"urn":"urn:nbn:de:0070-pub-26987814","page":"39","abstract":[{"text":"Motivated by recent path-breaking contributions in the theory of repeated games\r\nin continuous time, this paper presents a family of discrete-time games which provides\r\na consistent discrete-time approximation of the continuous-time limit game.\r\nUsing probabilistic arguments, we prove that continuous-time games can be defined\r\nas the limit of a sequence of discrete-time games. Our convergence analysis reveals\r\nvarious intricacies of continuous-time games. First, we demonstrate the importance\r\nof correlated strategies in continuous-time. Second, we attach a precise meaning to\r\nthe statement that a sequence of discrete-time games can be used to approximate a\r\ncontinuous-time game.","lang":"eng"}],"status":"public","file":[{"access_level":"open_access","relation":"main_file","creator":"weingarten","file_name":"IMW_working_paper_525.pdf","date_updated":"2019-09-06T09:18:27Z","date_created":"2016-04-14T14:11:14Z","file_size":"303230","content_type":"application/x-download","checksum":"0e71d1f75ff7b2b1c76d0555557e623e","file_id":"2902680"}],"place":"Bielefeld","locked":"1","keyword":["Continuous-time game theory","Stochastic optimal control","Weak convergence"],"language":[{"iso":"eng"}],"year":"2014","publication_status":"published","volume":525}]